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Refine RL todos (#1332)

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* Refine several todos

* CI issues

* Remove Dropna limitation of `quote_df` in Exchange  (#1334)

* Remove Dropna limitation of `quote_df` of Exchange

* Impreove docstring

* Fix type error when expression is specified (#1335)

* Refine fill_missing_data()

* Remove several TODO comments

* Add back env for interpreters

* Change Literal import

* Resolve PR comments

* Move  to SAOEState

* Add Trainer.get_policy_state_dict()

* Mypy issue

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
This commit is contained in:
Huoran Li
2022-11-10 21:10:11 +08:00
committed by GitHub
parent 49a5bccfec
commit 35794846ff
20 changed files with 461 additions and 530 deletions
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6
tests/rl/test_qlib_simulator.py
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@@ -7,11 +7,11 @@ from typing import Tuple
import pandas as pd
import pytest
from qlib.backtest.decision import Order, OrderDir, TradeRangeByTime
from qlib.backtest.decision import Order, OrderDir
from qlib.backtest.executor import SimulatorExecutor
from qlib.rl.order_execution import CategoricalActionInterpreter
from qlib.rl.order_execution.simulator_qlib import SingleAssetOrderExecution
from qlib.rl.utils.env_wrapper import CollectDataEnvWrapper
TOTAL_POSITION = 2100.0
@@ -183,8 +183,6 @@ def test_interpreter() -> None:
order = get_order()
simulator = get_simulator(order)
interpreter_action = CategoricalActionInterpreter(values=NUM_EXECUTION)
interpreter_action.env = CollectDataEnvWrapper()
interpreter_action.env.reset()
NUM_STEPS = 7
state = simulator.get_state()